Earlier, London police said the four -- Moazzam Begg, Richard Belmar, Martin Mubanga and Feroz Abbasi -- boarded a Royal Air Force plane and flew home.
In a statement announcing the transfer, the Pentagon said it had been requested by the British government, which accepted responsibility for the men.
"It has assured the US government that the detainees will not pose a continuing security threat to the United States or its allies," the statement said.
"The Department of Defense has strong confidence in the UK's commitment and ability to fulfill this responsibility," it added.
Begg, Abbasi and Belmar were all arrested either in Afghanistan or Pakistan in 2001 and 2002, while Mubanga was picked up in Zambia, having been in Afghanistan previously.
All four have rejected US accusations that they are connected to Al-Qaeda or other extremist groups.